+101.4%
EXE vs XME
+183.2%
-81.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -0.4% | +1.4% | -1.8% | -1.3% |
| 3M | +9.5% | +2.7% | +6.8% | +7.1% |
| 6M | -9.3% | +6.5% | -15.9% | -14.3% |
| YTD | -10.9% | +15.2% | -26.1% | -21.0% |
| 1Y | +4.3% | +43.5% | -39.2% | -20.0% |
| 3Y | +18.8% | +135.9% | -117.1% | -36.8% |
| 5Y | +101.4% | +181.5% | -80.0% | -10.1% |
| All | +101.4% | +183.2% | -81.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling